[MATH-351] SimplexSolver fails to solve feasible problem instance

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Invalid
• Affects Version/s: 2.0
• Fix Version/s: 2.2
• Labels: linear_programming simplex

Environment

Windows Vista Home Premium Version 6.0 Service Pack 1, Build 6001

• Assignee: Unassigned
• Reporter: Mark Thomas
• Created: 10/Mar/10 02:47
• Updated: 23/Mar/11 20:00
• Resolved: 28/Sep/10 06:43

Description

SimplexSolver throws an UnboundedSolutionException on a problem instance I can optimally solve with Excel's Solver. I've kept the parameters between the two programs the same as far as I can tell (i.e. both have a precision/epsilon value of 1e-6 and a maxIterations value of 1000). I will attach a JUnit test with an example problem on which SimplexSolver fails. I will also attach an Excel spreadsheet wtih the same data and successful Solver setup in place.

I don't know a whole lot about linear programming or Simplex, but the problem I'm attempting to solve does appear to have a fairly sparse coefficient matrix, which may be part of the problem.

It's surprisingly difficult to find a Java-based linear programming library, so I was ecstatic when I found this. Let me know how I can help!

Thanks!